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Citations for "Debt constraints and equilibrium in infinite horizon economies with incomplete markets"

by Levine, David K. & Zame, William R.

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  1. David K. Levine & William Zame, 2001. "Does Market Incompleteness Matter," Levine's Working Paper Archive 78, David K. Levine.
  2. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine.
  3. Bloise, Gaetano & Reichlin, Pietro, 2008. "Asset Prices, Debt Constraints and Inefficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6779, C.E.P.R. Discussion Papers.
  4. Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2013. "Fragility of Competitive Equilibrium with Risk of Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 271-295, April.
  5. Kevin X.D. Huang & Jan Werner, 2002. "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities," Research Working Paper, Federal Reserve Bank of Kansas City RWP 02-08, Federal Reserve Bank of Kansas City.
  6. Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009. "Indeterminacy of competitive equilibrium with risk of default," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre 0109, Department of Economics - University Roma Tre.
  7. Zhigang Feng & Manuel Santos & Adrian Peralta-Alva & Jianjun Miao, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," 2009 Meeting Papers, Society for Economic Dynamics 541, Society for Economic Dynamics.
  8. Jianjun Miao, 2004. "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics 460, China Economics and Management Academy, Central University of Finance and Economics.
  9. Timothy J. Kehoe & David K. Levine, 2000. "Liquidity Constrained vs. Debt Constrained Markets," Levine's Working Paper Archive 14, David K. Levine.
  10. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
  11. David K Levine & William R Zame, 2000. "Risk Sharing and Market Incompleteness," Levine's Working Paper Archive 2080, David K. Levine.
  12. Emma Moreno-García & Juan Torres-Martínez, 2012. "Equilibrium existence in infinite horizon economies," Portuguese Economic Journal, Springer, Springer, vol. 11(2), pages 127-145, August.
  13. Den Haan, Wouter J., 2001. "The importance of the number of different agents in a heterogeneous asset-pricing model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(5), pages 721-746, May.
  14. Fernando Alvarez & Urban J. Jermann, 1998. "Asset Pricing when Risk Sharing is Limited by Default," NBER Working Papers 6476, National Bureau of Economic Research, Inc.
  15. Charalambos Aliprantis & Rabee Tourky, 2009. "Equilibria in incomplete assets economies with infinite dimensional spot markets," Economic Theory, Springer, Springer, vol. 38(2), pages 221-262, February.
  16. Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 26(1), pages 63-84.
  17. William R. Zame, 1990. "Efficiency and the Role of Default When Security Markets are Incomplete," UCLA Economics Working Papers, UCLA Department of Economics 585, UCLA Department of Economics.
  18. Krebs, Tom, 2004. "Non-existence of recursive equilibria on compact state spaces when markets are incomplete," Journal of Economic Theory, Elsevier, Elsevier, vol. 115(1), pages 134-150, March.
  19. G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002. "Money and Indeterminacy Over an Infinite Horizon," Working Papers, Brown University, Department of Economics 2002-12, Brown University, Department of Economics.
  20. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-00673995, HAL.
  21. Beker, Pablo & Subir Chattopadhyay, 2009. "Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 921, University of Warwick, Department of Economics.
  22. Pablo F. Beker & Subir Chattopadhyay, 2005. "Economic Survival when Markets are Incomplete," Levine's Working Paper Archive 784828000000000422, David K. Levine.
  23. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000. "Computing equilibria in infinite-horizon finance economies: The case of one asset," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 24(5-7), pages 1047-1078, June.
  24. Felix Kubler & Karl Schmedders, 2003. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, Econometric Society, vol. 71(6), pages 1767-1793, November.
  25. Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  26. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  27. Felipe Martins-da-Rocha & Yiannis Vailakis, 2008. "Collateral, default penalties and almost finite-time solvency," Levine's Working Paper Archive 122247000000002049, David K. Levine.
  28. Dahai Yu, 1998. "Rational bubbles under diverse information," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 621, Board of Governors of the Federal Reserve System (U.S.).
  29. Laura Angeloni & Bernard Cornet, 2005. "Existence Of Financial Equilibria In A Multiperiod Stochastic Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics 200506, University of Kansas, Department of Economics, revised Feb 2005.
  30. Thorsten Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Working Papers, Queen's University, Department of Economics 1048, Queen's University, Department of Economics.
  31. Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2011. "Endogenous debt constraints in collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 719, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  32. Tom Krebs, 2002. "Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets," Working Papers, Brown University, Department of Economics 2002-30, Brown University, Department of Economics.
  33. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 26(1), pages 1-8.
  34. Aloisio Araujo, 2002. "As Leis de Falência: uma Abordagem Econômica," Working Papers Series, Central Bank of Brazil, Research Department 57, Central Bank of Brazil, Research Department.
  35. Páscoa, Mário Rui & Seghir, Abdelkrim, 2009. "Harsh default penalties lead to Ponzi schemes," Games and Economic Behavior, Elsevier, Elsevier, vol. 65(1), pages 270-286, January.
  36. Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 26(1), pages 133-170.
  37. Loewenstein, Mark & Willard, Gregory A., 2000. "Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models," Journal of Economic Theory, Elsevier, Elsevier, vol. 91(1), pages 17-58, March.